As much as we are enjoying all of the wonderful light in our house, we've realized the importance of window treatments. In hindsight, it would probably have been a good idea to have the master bathroom shades up before we moved in but live and learn!
I suggest looking for window treatments pretty much anywhere that sells them. For drapes and panels, I love the look of Pottery Barn and Restoration Hardware but not the price. Instead I scour JC Penney, Target, Wal-Mart, Lowes, Home Depot, Sears, etc. to find what I need but get the look I want. Generally these places are much less expensive than the others but without sacrificing quality in many cases. Some things are better quality than others. No one will guess that you got those great drapes at Lowes! Lined drapes generally look more expensive because they hang better. You can always lined unlined drapes if you get a deal. It's not hard or expensive.
For shades, we really like the cordless cellular shades from Lowes. They have 2 types - Levelor and their own brand which they sell under several names. The Levelor type are cut to size in about 5 minutes which is very handy. Both are very reasonably priced.